Question: Suppose that {Br I t 2 0} is a standard Brownian motion with Bo = 0. Consider the Ito process {Yt I t 2

Suppose that {Br I t 2 0} is a standard Brownian motion

Suppose that {Br I t 2 0} is a standard Brownian motion with Bo = 0. Consider the Ito process {Yt I t 2 0} defined by setting Y, = Bi . Calculate Yt3/5dt

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